+1,825.4%
FITB vs BIIB
+7,261.0%
-5,435.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | 0.0% |
| 7D | +0.6% | +1.1% | -0.5% | +0.5% |
| 30D | -4.7% | +6.9% | -11.6% | -5.5% |
| 3M | +6.7% | +12.4% | -5.7% | +5.0% |
| 6M | +12.6% | +16.3% | -3.7% | +10.2% |
| YTD | +19.1% | +25.5% | -6.4% | +15.4% |
| 1Y | +22.6% | +57.8% | -35.2% | +15.6% |
| 3Y | +127.1% | -17.3% | +144.5% | +129.4% |
| 5Y | +71.8% | -33.8% | +105.6% | +76.0% |
| 10Y | +287.2% | -29.6% | +316.8% | +275.3% |
| All | +1,825.4% | +7,261.0% | -5,435.6% | +1,207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling